+74.0%
VTI vs ILMN
-52.9%
+126.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | +0.6% | +1.9% | -1.2% | +0.3% |
| 30D | -1.1% | +12.3% | -13.4% | -3.3% |
| 3M | +3.9% | +33.5% | -29.6% | -2.0% |
| 6M | +14.6% | +69.4% | -54.7% | +3.0% |
| YTD | +13.3% | +60.9% | -47.6% | +2.3% |
| 1Y | +19.2% | +115.0% | -95.8% | +0.5% |
| 3Y | +77.4% | +37.0% | +40.4% | +59.3% |
| 5Y | +74.0% | -53.1% | +127.2% | +101.4% |
| All | +74.0% | -52.9% | +126.9% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling